We don't get "villain parts". Most of the npc parts are designed specifically for those groups and for very narrow range of body types. Anything that goes on a Player character must pass a lot more rigorous testing and clipping is a major issue. While a lot of those parts WOULD be very keen - I absolutely agree - they're also not always practical to give to players because it would take too much effort to give them to us.
Remember that those guys aren't constructed in the same way our characters are. The devs don't just have a "character creator" like we do, for npc groups. They're built whole, their accessories don't change with a click, they're "baked in" so far as I know. So the art team would have to actually *create* a lot of those parts, they cannot really be imported directly.
It's a shame, but I think that's probably why we haven't seen some of those things. Also, for some, they should remain enemy-only - to give those enemies a really unique feel. We are unique enough sometimes lol. 
I would like to see whole costume SETS made, "nemi soldier", "knives sister", etc - but I don't know how feasable that would be, if they're going to do something, they might as well go whole hog 
Please read my FEAR/Portal/HalfLife Fan Fiction!
Repurposed
Its just me, or do all the Villains get the better costumes? Its just a good suggestion, but for most of the villain groups, there are badges, such as the Unveiler badge for Nemesis. Perhaps when you get that badge you'd be able to use some of the costume parts? like Nemesis Soldier helmets, or for Rularuu, you could have shoulder bands, like the Wisp's have. I've been dying to look like Rularuu, and it would add more value to the game for me.
Also, more variety in Back Details, like Spines on the back, or an idle jetpack. All sorts of little details, more custom weapons for sets like Bows and Claws.
I love the costume editor, and its great, but i'm running out of ideas, and they need more unlockable parts anyway.